| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 506028.6615 | 412030.3864 | 93998.2751 | 872678.1094 | 409376.9334 | 463301.176 |
| Total P&L (%) | 506.0287 | 412.0304 | 93.9983 | 872.6781 | 409.3769 | 463.3012 |
| Avg Daily Profit (%) | 0.2847 | 0.2318 | 0.0529 | 0.1281 | 0.0916 | 0.0973 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -66169 | -40513 | -73896 | -986436 | -514630 | -471805 |
| Profit Factor | 2.0993 | 3.2257 | 1.3416 | 1.3854 | 1.4165 | 1.3616 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Profitability (%) | 37.5 | 36.1111 | 38.8889 | 37.5 | 36.1111 | 38.8889 |
| Ratio Avg Win / Avg Loss | 3.4989 | 5.7071 | 2.1082 | 2.309 | 2.5061 | 2.1396 |
| Largest Winning Trade | 159628 | 159628 | 76588 | 586286 | 350150 | 586286 |
| Largest Losing Trade | -29673 | -22885 | -29673 | -203426 | -192189 | -203426 |
| Avg Bars in Trades | 144 | 125 | 163 | 144 | 125 | 163 |
| Avg Bars in Winners | 286 | 241 | 329 | 286 | 241 | 329 |
| Avg Bars in Losers | 59 | 59 | 58 | 59 | 59 | 58 |
| Bars Traded | 10400 | 4502 | 5898 | 10400 | 4502 | 5898 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -75884 | 311601 | -125157 | -108527 | -74104 | -65802 |
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10663,
"evaluation_days": 1777.17,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608451200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759310883801,
"expiration_time": 1763912016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 79,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
506028.661530453,
412030.3864460717,
93998.2750843811,
872678.1094058022,
409376.9333997266,
463301.1760060756
],
[
506.028662,
412.030386,
93.998275,
872.678109,
409.376933,
463.301176
],
[
0.284738,
0.231846,
0.052892,
0.128088,
0.091649,
0.097317
],
[
10,
10,
10,
10,
10,
10
],
[
-66169,
-40513,
-73896,
-986436,
-514630,
-471805
],
[
2.099324,
3.225735,
1.341579,
1.385413,
1.416497,
1.36157
],
[
72,
36,
36,
72,
36,
36
],
[
27,
13,
14,
27,
13,
14
],
[
45,
23,
22,
45,
23,
22
],
[
37.5,
36.111111,
38.888889,
37.5,
36.111111,
38.888889
],
[
3.498873,
5.70707,
2.108195,
2.309022,
2.50611,
2.13961
],
[
159628,
159628,
76588,
586286,
350150,
586286
],
[
-29673,
-22885,
-29673,
-203426,
-192189,
-203426
],
[
144,
125,
163,
144,
125,
163
],
[
286,
241,
329,
286,
241,
329
],
[
59,
59,
58,
59,
59,
58
],
[
10400,
4502,
5898,
10400,
4502,
5898
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-75884,
311601,
-125157,
-108527,
-74104,
-65802
]
]
}
{
"trading_pair": "ROSE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10663,
"evaluation_days": 1777.17,
"actual_first_datapoint_time": 1605772800000,
"first_datapoint_time": 1608451200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759310883801,
"expiration_time": 1763912016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 79,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|